These are simple tricks of the trade that we use in our everyday work. Chances are that we didn't have the time to write up the more sophisticated techniques. This section is always under construction.

Finance

Fundamentals

Data

Foreign Exchange

Mathematics

Commentary on Mathematical Finance Textbooks — there are many good books on mathematical comments but sometimes the reader is asked to make leaps of faith. This is a much needed gap, but we'll fill it nonetheless. We shall also provide further insight and examples, and our own biases.

CUDA

C++

Boost.Python Step by Step — my tutorial on Boost.Python, a Boost C++ library for building hybrid systems in Python and C++. Historically, much of the code in scientific computing and quantitative finance is written in C++. But it is generally far more convenient to deal with high-level languages, such as Python. Boost.Python attempts to bridge this gap by facilitating the creation of Python wrappers for C++.

C#

Java

General — a collection of Java tips, tricks, recipes, and general wisdom.

Effective Java — a book by Joshua Bloch on the Java programming language. James Gosling, the father of the Java programming language, wrote about this book: "I sure wish I had had this book ten years ago. Some might think that I don't need any Java books, but I need this one." We require everyone that contributes to our Java code to read this book. In this Knowledge Base page we reproduce its table of contents (publicly available).

Python

General — a collection of Python tips, tricks, recipes, and general wisdom.

Boost.Python Step by Step — my tutorial on Boost.Python, a Boost C++ library for building hybrid systems in Python and C++. Historically, much of the code in scientific computing and quantitative finance is written in C++. But it is generally far more convenient to deal with high-level languages, such as Python. Boost.Python attempts to bridge this gap by facilitating the creation of Python wrappers for C++.

IronPython — IronPython is an implementation of the Python programming language running under .NET and Silverlight. It supports an interactive console with fully dynamic compilation. It is well integrated with the rest of the .NET Framework and makes all .NET libraries easily available to Python programmers, while maintaining compatibility with the Python language.

matplotlib — a python 2D plotting library which produces publication quality figures in a variety of hardcopy formats and interactive environments across platforms.

MATLAB

General — a collection of MATLAB tips, tricks, recipes, and general wisdom.